Optimal control using the Fast Marching Method

This paper presents the applications of the Fast Marching and the Buffered Fast Marching Methods to solve typical control problems. Calculus of Variations and Optimal Control problems can be solved using the Euler-Lagrange or the Pontryagin equations and solving analytically or numerically the corresponding differential equations systems. The proposed method solves directly these control problems, calculating directly the control signal. Fast Marching methods applied to control have a very important advantage: all kind of restrictions can be considered in a direct and easy way.